NO YES

1
???????????
?????????? 2012?11?14?-11?21?
2
????

• ??????
• ?????????
• ??????
• ??????
• ??????
• ??????
• ???? 2????2??,
• 3????2??

3
???? ??????? ??? ????? ???????????
???????? NO YES
????
????????????
4
?????????

• ????
• ????????????????
• ????
• ???????????

5
??1

• ????
  (1)
• ????
• q?? p?? y?? R ??
• ??
• ???? q p
• ???? y R
• (1)????2?????????????
• ????2??????

6
????2??

• y, R ????(1)????? q, p???????????
• 
  (2)
• (2)????????????
• 
  (3)
• (3)???????????????????????????????????????????????
  ?2???

7
????(identification problem)

• ????????(order condition) ????
• g?????????????????
• k????????????????(???? ?????)??
• Kg-1,??????????(just-identified)
• Kgtg-1,???????????(over-identified)
• Kltg-1,???????????? (under-identified)

8
??2
?? g2(????????????????) ???1 k1(R),
Kg-1, ???? ???2 k1(y), Kg-1, ????
?? g2(????????????????) ???1 k0, K lt
g-1, ?????? ???2 k1(y), Kg-1, ????
9
??3
10
??3??
G3 ? k3 k gt g -1 ???? ? k1 k lt g-1
?????? ? k2 k g-1 ????
11
?????????(rank condition) ????

• ??????????????????????????????????????
• ???????????????????
• ???????????????????????(g-1)??????????????????(???
  ?)????(????)??????????????????????????????????????
  ???????
• ????g??????????????????????

12
??4

• 3?????? ?3??????
• ?????????
• ???????????????????????0?????????

13
??4???????????

• ??????g3???????????????????????2????2????3????3??
  ??2????
• ??????????1???3???????????????2???????????????

14
??4(??1)

• ???1 g3
• 1????????????????y2?z2??????????????????????????
  
• ??????????????1??????????????????????????????

15
??4(??2)

• ???2
• ?2??????,?2??????????y2,y3,z2????????????
• ??????????????2????
• g-12????????????2???????

16
??4(??3)

• ???3
• 3????????y1?z3????????????
• ??????????????2?(?????2?)???
• g-12??????????????????3???????

17
????????????

• ??????????????????????????????
• ?????????????????????????????????
• ?????????????????????????????????????????????????
  ????????????????????????????????????????